Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2009.11.03 02:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Expert_Name=""----"; LotSize=0.1; RiskPercent=2; UseMoneyMgmt=false; BrokerPermitsFractionalLots=false; mi="--Moving Average settings--"; MaTrend_Period=200; ri="--RSI settings--"; RSI_Period=4; UseOptimizedSettings=false; BuyWhenRsiBelow=65; SellWhenRsiAbove=35; RSI_Overbought_Value=75; RSI_Oversold_Value=25; u1="--RSI turnup/down confirmation--"; UseTurnUpDown=1; l1="--RSI 14 confirmation--"; UseRSI_Confirmation=1; RSI_ConfirmPeriod=14; BuyConfirmLevel=35; SellConfirmLevel=65; Use200EMA_Exit=1; ex1="--New Trade Exit Method--"; ex2=" 1. None"; ex3=" 2. RSI "; ex4=" 3. CCI "; ExitMethod=2; RSI_Exit_Period=14; RSI_BuyExitLevel=50; RSI_SellExitLevel=50; CCI_Exit_Period=50; CCI_BuyExitLevel=0; CCI_SellExitLevel=0; st1="--Signal_TimeFrame--"; Signal_TimeFrame=0; hd="""; UseDelay=1; MaxTrades=1; ai="--HMA filter settings--"; a2=" Set switch to 1 to use filter"; UseFilter=1; HMA_Period=200; Separation=1; Filter_TimeFrame=0; st6=""--Profit"; StopLoss=0; TakeProfit=0; Slippage=3; tsp0=""--Trailing"; tsp1="""; tsp2="""; tsp3="""; tsp4="""; tsp5="""; tsp6="""; tsp7="""; tsp8="""; UseTrailingStop=false; TrailingStopType=8; ts2=""Settings"; TrailingStop=15; ts3=""Settings"; FirstMove=20; FirstStopLoss=50; SecondMove=30; SecondStopLoss=30; ThirdMove=40; TrailingStop3=20; ts4=""Settings"; BreakEven=30; LockInPips=1; ts5=""Settings"; eTrailingStop=10; eTrailingStep=2; ts6=""Settings"; EMATimeFrame=30; Price=0; EMAPeriod=13; EMAShift=2; InitialStop=0; ts7=""Settings"; pi="--pSAR settings--"; StepParabolic=0.02; MaxParabolic=0.2; Interval=5; ts8=""Settings"; pi2="--pSAR settings--"; SarStep=0.02; SarMax=0.2; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 286.99 | Gross profit | 330.47 | Gross loss | -43.48 |
Profit factor | 7.60 | Expected payoff | 23.92 | ||
Absolute drawdown | 13.90 | Maximal drawdown | 208.98 (1.99%) | Relative drawdown | 1.99% (208.98) |
Total trades | 12 | Short positions (won %) | 12 (50.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 6 (50.00%) | Loss trades (% of total) | 6 (50.00%) | ||
Largest | profit trade | 231.23 | loss trade | -20.23 | |
Average | profit trade | 55.08 | loss trade | -7.25 | |
Maximum | consecutive wins (profit in money) | 3 (38.66) | consecutive losses (loss in money) | 2 (-20.68) | |
Maximal | consecutive profit (count of wins) | 231.23 (1) | consecutive loss (count of losses) | -20.68 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 17:00 | sell | 1 | 0.10 | 90.325 | 0.000 | 0.000 | ||
2 | 2009.11.04 07:00 | close | 1 | 0.10 | 90.380 | 0.000 | 0.000 | -6.17 | 9993.83 |
3 | 2009.11.05 01:00 | sell | 2 | 0.10 | 90.688 | 0.000 | 0.000 | ||
4 | 2009.11.05 15:00 | close | 2 | 0.10 | 90.587 | 0.000 | 0.000 | 11.15 | 10004.98 |
5 | 2009.11.06 02:00 | sell | 3 | 0.10 | 90.712 | 0.000 | 0.000 | ||
6 | 2009.11.06 12:00 | close | 3 | 0.10 | 90.610 | 0.000 | 0.000 | 11.26 | 10016.24 |
7 | 2009.11.09 05:00 | sell | 4 | 0.10 | 90.174 | 0.000 | 0.000 | ||
8 | 2009.11.10 03:00 | close | 4 | 0.10 | 90.027 | 0.000 | 0.000 | 16.25 | 10032.50 |
9 | 2009.11.11 10:00 | sell | 5 | 0.10 | 89.844 | 0.000 | 0.000 | ||
10 | 2009.11.11 23:00 | close | 5 | 0.10 | 89.900 | 0.000 | 0.000 | -6.23 | 10026.27 |
11 | 2009.11.12 02:00 | sell | 6 | 0.10 | 89.847 | 0.000 | 0.000 | ||
12 | 2009.11.12 04:00 | close | 6 | 0.10 | 89.865 | 0.000 | 0.000 | -2.00 | 10024.27 |
13 | 2009.11.16 00:00 | sell | 7 | 0.10 | 89.556 | 0.000 | 0.000 | ||
14 | 2009.11.17 14:00 | close | 7 | 0.10 | 89.285 | 0.000 | 0.000 | 30.27 | 10054.54 |
15 | 2009.11.18 01:00 | sell | 8 | 0.10 | 89.240 | 0.000 | 0.000 | ||
16 | 2009.11.18 03:00 | close | 8 | 0.10 | 89.315 | 0.000 | 0.000 | -8.40 | 10046.14 |
17 | 2009.11.19 02:00 | sell | 9 | 0.10 | 89.345 | 0.000 | 0.000 | ||
18 | 2009.11.19 22:00 | close | 9 | 0.10 | 89.075 | 0.000 | 0.000 | 30.31 | 10076.45 |
19 | 2009.11.20 03:00 | sell | 10 | 0.10 | 88.976 | 0.000 | 0.000 | ||
20 | 2009.11.20 14:00 | close | 10 | 0.10 | 88.980 | 0.000 | 0.000 | -0.45 | 10076.00 |
21 | 2009.11.23 00:00 | sell | 11 | 0.10 | 88.818 | 0.000 | 0.000 | ||
22 | 2009.11.23 10:00 | close | 11 | 0.10 | 88.998 | 0.000 | 0.000 | -20.23 | 10055.77 |
23 | 2009.11.24 19:00 | sell | 12 | 0.10 | 88.529 | 0.000 | 0.000 | ||
24 | 2009.11.27 11:00 | close | 12 | 0.10 | 86.525 | 0.000 | 0.000 | 231.23 | 10286.99 |